Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/12883
Autoria: | Ferreira, N. B. |
Data: | 2016 |
Título próprio: | Insights into portuguese stock market efficiency using DEA |
Volume: | XVII |
Paginação: | 367-373 |
Título do evento: | 3rd International Conference on Business and Economics |
Referência bibliográfica: | Ferreira, N. B. (2016). Insights into portuguese stock market efficiency using DEA. The European Proceedings of Social and Behavioural Sciences. XVII, 367-373 |
ISSN: | 2357-1330 |
Palavras-chave: | Data envelopment analysis PSI20 Efficiency Stock market portfolio |
Resumo: | US subprime crisis and the European sovereign debt crisis affected indiscriminately both the economic and the financial sectors giving rise to a bank run which made the survival of many other banks became uncertain, and by contagion the equity markets tumbled. In this context, this study runs a Data Envelopment Analysis model to analyse individual market return and net sales in light of the interest income, depreciation, cost of goods and employees. Using data from the largest companies of the Portuguese index stock market, the results showed that energy, communications and banking are the sectors more prevalent regarding revenue efficiency. |
Arbitragem científica: | yes |
Acesso: | Acesso Aberto |
Aparece nas coleções: | BRU-AC - Atas de congresso/Proceedings (organização, edição literária, ...) |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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32_Beci2016.pdf | 716,16 kB | Adobe PDF | Ver/Abrir |
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